CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3813 |
1.3787 |
-0.0026 |
-0.2% |
1.3685 |
| High |
1.3814 |
1.3814 |
0.0000 |
0.0% |
1.3834 |
| Low |
1.3777 |
1.3740 |
-0.0037 |
-0.3% |
1.3657 |
| Close |
1.3808 |
1.3750 |
-0.0058 |
-0.4% |
1.3807 |
| Range |
0.0037 |
0.0074 |
0.0037 |
100.0% |
0.0177 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
0.8% |
0.0000 |
| Volume |
250 |
221 |
-29 |
-11.6% |
1,999 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3990 |
1.3944 |
1.3791 |
|
| R3 |
1.3916 |
1.3870 |
1.3770 |
|
| R2 |
1.3842 |
1.3842 |
1.3764 |
|
| R1 |
1.3796 |
1.3796 |
1.3757 |
1.3782 |
| PP |
1.3768 |
1.3768 |
1.3768 |
1.3761 |
| S1 |
1.3722 |
1.3722 |
1.3743 |
1.3708 |
| S2 |
1.3694 |
1.3694 |
1.3736 |
|
| S3 |
1.3620 |
1.3648 |
1.3730 |
|
| S4 |
1.3546 |
1.3574 |
1.3709 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4297 |
1.4229 |
1.3904 |
|
| R3 |
1.4120 |
1.4052 |
1.3856 |
|
| R2 |
1.3943 |
1.3943 |
1.3839 |
|
| R1 |
1.3875 |
1.3875 |
1.3823 |
1.3909 |
| PP |
1.3766 |
1.3766 |
1.3766 |
1.3783 |
| S1 |
1.3698 |
1.3698 |
1.3791 |
1.3732 |
| S2 |
1.3589 |
1.3589 |
1.3775 |
|
| S3 |
1.3412 |
1.3521 |
1.3758 |
|
| S4 |
1.3235 |
1.3344 |
1.3710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3834 |
1.3740 |
0.0094 |
0.7% |
0.0053 |
0.4% |
11% |
False |
True |
385 |
| 10 |
1.3834 |
1.3479 |
0.0355 |
2.6% |
0.0071 |
0.5% |
76% |
False |
False |
400 |
| 20 |
1.3834 |
1.3479 |
0.0355 |
2.6% |
0.0070 |
0.5% |
76% |
False |
False |
340 |
| 40 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0065 |
0.5% |
88% |
False |
False |
230 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0053 |
0.4% |
88% |
False |
False |
155 |
| 80 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0049 |
0.4% |
92% |
False |
False |
119 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0049 |
0.4% |
92% |
False |
False |
97 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0044 |
0.3% |
92% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4129 |
|
2.618 |
1.4008 |
|
1.618 |
1.3934 |
|
1.000 |
1.3888 |
|
0.618 |
1.3860 |
|
HIGH |
1.3814 |
|
0.618 |
1.3786 |
|
0.500 |
1.3777 |
|
0.382 |
1.3768 |
|
LOW |
1.3740 |
|
0.618 |
1.3694 |
|
1.000 |
1.3666 |
|
1.618 |
1.3620 |
|
2.618 |
1.3546 |
|
4.250 |
1.3426 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3777 |
1.3787 |
| PP |
1.3768 |
1.3775 |
| S1 |
1.3759 |
1.3762 |
|